R: A Simple Meat Matrix Estimator

meat {sandwich} | R Documentation

## A Simple Meat Matrix Estimator

### Description

Estimating the variance of the estimating functions of a regression model by cross products of the empirical estimating functions.

### Usage

    meat(x, adjust = FALSE, ...)

### Arguments

`x` | a fitted model object.
`adjust` | logical. Should a finite sample adjustment be made? This amounts to multiplication with n/(n-k) where n is the number of observations and k the number of estimated parameters.
`...` | arguments passed to the `estfun` function.

### Details

For some theoretical background along with implementation details see Zeileis (2006).

### Value

A

k x k

matrix corresponding containing the scaled cross products of the empirical estimating functions.

### References

Zeileis A (2006), Object-Oriented Computation of Sandwich Estimators. Journal of Statistical Software, 16(9), 1–16. URL http://www.jstatsoft.org/v16/i09/.

### See Also

`sandwich`, `bread`, `estfun`

### Examples

    x <- sin(1:10)
    y <- rnorm(10)
    fm <- lm(y ~ x)

    meat(fm)
    meatHC(fm, type = "HC")
    meatHAC(fm)

[Package sandwich version 2.3-4 Index]